+80.1%
CLF vs ARWR
+921.6%
-841.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -15.3% | +22.3% | +9.8% |
| 7D | -14.1% | -17.3% | +3.3% | -11.4% |
| 30D | -5.5% | -21.5% | +16.0% | -1.6% |
| 3M | 0.0% | -43.8% | +43.8% | +10.5% |
| 6M | +11.3% | -32.3% | +43.5% | +17.6% |
| YTD | -7.7% | -25.8% | +18.2% | -4.5% |
| 1Y | +17.5% | +25.5% | -8.0% | +9.1% |
| 3Y | -25.4% | +84.1% | -109.6% | -40.0% |
| 5Y | -46.0% | -39.2% | -6.7% | -50.0% |
| 10Y | +80.1% | +1,072.4% | -992.3% | +7.2% |
| All | +80.1% | +921.6% | -841.5% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling